Modelling daily value-at-risk using realized volatility and arch type models

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Original language	English
Place of Publication	Maastricht
Publisher	METEOR, Maastricht University School of Business and Economics
DOIs	https://doi.org/10.26481/umamet.2001026
Publication status	Published - 1 Jan 2001

Series	METEOR Research Memorandum
Number	026

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